Daily Derivatives Report:30 October 2018

1. DAILY DERIVATIVE REPORT 30 October 2018 Nifty Futures View Nifty Active Futures Volatility FII Activity 10283.95 India VIX Index 19.23 INDEX FUTURES 279 15.98 Nifty Active Futures OI 22080000 Nifty ATM Call IV INDEX OPTIONS 2227 20.73 Change in OI -59175 Nifty ATM Put IV STOCK FUTURES 2078 Premium / Discount 33.10 PCR Index Options 1.51 STOCK OPTIONS 602 Inference Short Covering PCR F&O Total 0.71 FII Net Activity 5188 N Ni if ft ty y O Op pt ti io on ns s O OI I D Di is st tr ri ib bu ut ti io on n H HI IG GH HL LI IG GH HT TS S: :Nifty futures closed at 10283.95 on a positive note with -0.27% decrease in open interest indicating Short Covering . Nifty Futures closed at a premium of 33 points compared to previous day premium of 24 points. FII's were Buyers in Index Futures to the tune of 279 crores and were Buyers in Index Options to the tune of 2227 crores, Stock Futures were Buyers to the tune of 2078 crores. FII's were Net Buyers in derivative segment to the tune of 5188 crores. India VIX index is at 19.82 Nifty ATM call option IV is currently at 15.98 whereas Nifty ATM put option IV is quoting at 20.73. N Ni if ft ty y O Op pt ti io on ns s - -C Ch ha an ng ge e i in n O OI I Nifty futures closed at 10283.95 on a positive note with - 0.27% decrease in open interest indicating Short Covering . Nifty Futures closed at a premium of 33 points compared to previous day premium of 24 points. FII's were Buyers in Index Futures to the tune of 279 crores and were Buyers in Index Options to the tune of 2227 crores, Stock Futures were Buyers to the tune of 2078 crores. FII's were Net Buyers in derivative segment to the tune of 5188 crores. India VIX index is at 19.82 Nifty ATM call option IV is currently at 15.98 whereas Nifty ATM put option IV is quoting at 20.73. S SE EC CU UR RI IT TI IE ES S I IN N B BA AN N P PE ER RI IO OD D: : ADANIPOWER _ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ _ S St to oc ck k F Fu ut tu ur re es s - - L Lo on ng g B Bu ui il ld d _ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ _ S St to oc ck k F Fu ut tu ur re es s - - S Sh ho or rt t B Bu ui il ld d U Up p Fut Price Open Interest Symbol % Chg % Chg Symbol Fut Price % Chg Open Interest % Chg JETAIRWAYS 214.40 -0.01 5827000.00 0.07 AMBUJACEM 194.10 0.01 17882500.00 0.63 SHREECEM 13614.90 0.00 116450.00 0.07 DIVISLAB 1446.75 0.15 3156400.00 0.35 INFIBEAM 28.70 -0.03 14216000.00 0.06 VOLTAS 513.60 0.03 4484000.00 0.24 EICHERMOT 21567.10 -0.01 287775.00 0.05 TATAPOWER 78.10 0.13 48906000.00 0.24 30 October 2018 For private circulation only

2. DAILY DERIVATIVE REPORT Disclosures: The following Disclosures are being made in compliance with the SEBI Research Analyst Regulations 2014 (herein after referred to as the Regulations). 1. Axis Securities Ltd. (ASL) is a SEBI Registered Research Analyst having registration no. INH000000297. ASL, the Research Entity (RE) as defined in the Regulations, is engaged in the business of providing Stock broking services, Depository participant services & distribution of various financial products. ASL is a subsidiary company of Axis Bank Ltd. Axis Bank Ltd. is a listed public company and one of India’s largest private sector bank and has its various subsidiaries engaged in businesses of Asset management, NBFC, Merchant Banking, Trusteeship, Venture Capital, Stock Broking, the details in respect of which are available on www.axisbank.com. 2. ASL is registered with the Securities & Exchange Board of India (SEBI) for its stock broking & Depository participant business activities and with the Association of Mutual Funds of India (AMFI) for distribution of financial products and also registered with IRDA as a corporate agent for insurance business activity. 3. ASL has no material adverse disciplinary history as on the date of publication of this report. 4. I/We, authors (Research team) and the name/s subscribed to this report, hereby certify that all of the views expressed in this research report accurately reflect my/our views about the subject issuer(s) or securities. I/We also certify that no part of my/our compensation was, is, or will be directly or indirectly related to the specific recommendation(s) or view(s) in this report. I/we or my/our relative or ASL does not have any financial interest in the subject company. Also I/we or my/our relative or ASL or its Associates may have beneficial ownership of 1% or more in the subject company at the end of the month immediately preceding the date of publication of the Research Report. Since associates of ASL are engaged in various financial service businesses, they might have financial interests or beneficial ownership in various companies including the subject company/companies mentioned in this report. I/we or my/our relative or ASL or its associate does not have any material conflict of interest. I/we have not served as director / officer, etc. in the subject company in the last 12- month period. Research Team E-mail Sr. No Name Designation 1 Rajesh Palviya Technical & DerivativeAnalyst - (Head) Technical Analyst Derivative Analyst rajesh.palviya@axissecurities.in 2 Vaishnavi Jagtap vaishnavi.jagtap@axissecurities.in 3 Miraj Vora miraj.vora@axissecurities.in 4 Hiren Trivedi Kiran Gawle Research Associate hiren.trivedi@axissecurities.in 5 Associate kiran.gawle@axissecurities.in 5. ASL has not received any compensation from the subject company in the past twelve months. ASL has not been engaged in market making activity for the subject company. 6. In the last 12-month period ending on the last day of the month immediately preceding the date of publication of this research report, ASL or any of its associates may have: i. Received compensation for investment banking, merchant banking or stock broking services or for any other services from the subject company of this research report and / or; ii. Managed or co-managed public offering of the securities from the subject company of this research report and / or; iii. Received compensation for products or services other than investment banking, merchant banking or stock broking services from the subject company of this research report; ASL or any of its associates have not received compensation or other benefits from the subject company of this research report or any other third-party in connection with this report Term& Conditions: This report has been prepared by ASL and is meant for sole use by the recipient and not for circulation. The report and information contained herein is strictly confidential and may not be altered in any way, transmitted to, copied or distributed, in part or in whole, to any other person or to the media or reproduced in any form, without prior written consent of ASL. The report is based on the facts, figures and information that are considered true, correct, reliable and accurate. 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Copyright in this document vests with Axis Securities Limited. Axis Securities Limited, SEBI Single Reg. No.- NSE, BSE & MSEI – INZ000161633, ARN No. 64610, CDSL-IN-DP-CDSL-693-2013, SEBI- Research Analyst Reg. No. INH 000000297, SEBI Portfolio Manager Reg. No.- INP000000654, Main/Dealing off.- Unit No. 2, Phoenix Market City, 15, LBS Road, Near Kamani Junction, Kurla (west), Mumbai-400070, Tel No. – 18002100808, Reg. off.- Axis House, 8th Floor, Wadia International Centre, Pandurang Budhkar Marg, Worli, Mumbai – 400 025.Compliance Officer: Anand Shaha, E-Mail ID: compliance.officer@axisdirect.in,Tel No: 022-42671582. 30 October 2018 For private circulation only